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OVM vs. FLMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVM vs. FLMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Municipal Bond ETF (OVM) and Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OVM achieves a 3.96% return, which is significantly higher than FLMI's 2.31% return.


OVM

1D
-0.17%
1M
1.10%
YTD
3.96%
6M
4.16%
1Y
11.81%
3Y*
5.37%
5Y*
1.59%
10Y*

FLMI

1D
-0.04%
1M
0.94%
YTD
2.31%
6M
2.59%
1Y
8.28%
3Y*
6.02%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVM vs. FLMI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OVM
Overlay Shares Municipal Bond ETF
3.96%4.14%3.42%7.35%-11.26%4.22%6.17%1.72%
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
2.31%5.89%4.91%7.89%-10.23%4.06%6.11%-0.27%

Correlation

The correlation between OVM and FLMI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.54

The correlation between OVM and FLMI has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

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Return for Risk

OVM vs. FLMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OVM
OVM Risk / Return Rank: 8888
Overall Rank
OVM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
OVM Sortino Ratio Rank: 9090
Sortino Ratio Rank
OVM Omega Ratio Rank: 9090
Omega Ratio Rank
OVM Calmar Ratio Rank: 8686
Calmar Ratio Rank
OVM Martin Ratio Rank: 8787
Martin Ratio Rank

FLMI
FLMI Risk / Return Rank: 7575
Overall Rank
FLMI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLMI Sortino Ratio Rank: 8888
Sortino Ratio Rank
FLMI Omega Ratio Rank: 9191
Omega Ratio Rank
FLMI Calmar Ratio Rank: 5757
Calmar Ratio Rank
FLMI Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OVM vs. FLMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Municipal Bond ETF (OVM) and Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


OVMFLMIDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.58

1.61

-0.02

Calmar ratioReturn relative to maximum drawdown

4.86

2.87

+1.99

Martin ratioReturn relative to average drawdown

18.92

10.34

+8.58

OVM vs. FLMI - Sharpe Ratio Comparison

The current OVM Sharpe Ratio is 2.85, which is comparable to the FLMI Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of OVM and FLMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


OVMFLMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

2.69

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.50

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.65

-0.22

Drawdowns

OVM vs. FLMI - Drawdown Comparison

The maximum OVM drawdown since its inception was -15.58%, which is greater than FLMI's maximum drawdown of -14.66%. Use the drawdown chart below to compare losses from any high point for OVM and FLMI.


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Drawdown Indicators


OVMFLMIDifference

Max Drawdown

Largest peak-to-trough decline

-15.58%

-14.66%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-2.90%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

-5.31%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-15.58%

-14.66%

-0.92%

Current Drawdown

Current decline from peak

-0.17%

-0.33%

+0.16%

Average Drawdown

Average peak-to-trough decline

-4.01%

-2.82%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.80%

-0.17%

Volatility

OVM vs. FLMI - Volatility Comparison

Overlay Shares Municipal Bond ETF (OVM) has a higher volatility of 1.26% compared to Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) at 1.00%. This indicates that OVM's price experiences larger fluctuations and is considered to be riskier than FLMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVMFLMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.00%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

2.03%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.09%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.39%

4.45%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

4.72%

+1.83%

OVM vs. FLMI - Expense Ratio Comparison

OVM has a 0.82% expense ratio, which is higher than FLMI's 0.30% expense ratio.


Dividends

OVM vs. FLMI - Dividend Comparison

OVM's dividend yield for the trailing twelve months is around 6.11%, more than FLMI's 3.87% yield.


PositionTTM202520242023202220212020201920182017
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
3.87%3.89%4.08%3.71%3.08%2.22%2.09%2.71%2.41%0.34%
OVM
Overlay Shares Municipal Bond ETF
6.11%5.45%4.91%4.66%4.21%6.10%3.97%0.58%0.00%0.00%

Frequently Asked Questions


OVM and FLMI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OVM has higher volatility (1.26%) compared to FLMI (1.00%). In terms of maximum drawdown, OVM dropped -15.58% vs FLMI's -14.66%.

On 5-year performance, FLMI leads with 2.20% vs 1.59% for OVM. On fees, FLMI is cheaper at 0.30% per year. On volatility, FLMI has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLMI has performed better with a 2.20% return vs 1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLMI is cheaper with a 0.30% expense ratio, compared with 0.82% for OVM.

OVM has the higher dividend yield at 6.11%, compared with 3.87% for FLMI.

They also come from different issuers: Liquid Strategies and Franklin Templeton. Their fees differ too: 0.82% for OVM and 0.30% for FLMI.

OVM currently has the higher Sharpe Ratio (2.85 vs 2.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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